This is what Ncat sends as HTTP proxy headers.

I've intentionally kept this pretty minimalist
to avoid any possibility of breakage between
proxy servers. I've also used 'HTTP/1.1' because
i'm pretty sure that Squid requires it for the
'CONNECT'. The major HTTP proxy vendors should
accept this request. If anyone does find this 
doesn't work for their proxy server, please let 
me know and i'll try to add some more intelligent 
processing.

The Ncat HTTP/1.1 Proxy Connection headers look like this:

CONNECT yourhost.org:88 HTTP/1.1\n
Proxy-authorization: Basic eW91IHN1Y2s=\n (Note: Only if '--proxy-auth' specified)
Host: yourhost.org:88\n
\n
